Volatility Views Sneak Preview 2: Currency Vol Implosion
In this second sneak preview of Volatility View, Mark and Don record live from the croquet fields in Boca Raton.
Topics discussed include:
- Japanese devastation spikes volatility
- How the volatility smile turned into a smirk
- A brief history of portfolio protection
- VolX contracts on the Euro move 32% in the first month
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